New Directions in Time Series Analysis
Part II
Editors: Brillinger, D., Caines, P., Geweke, J., Parzen, E., Rosenblatt, M., Taqqu, M. (Eds.)
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- About this book
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This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. " We are grateful to David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, and Murad Taqqu for organizing the program and we hope that the remarkable excitement and enthusiasm of the participants in this interdisciplinary effort are communicated to the reader. A vner Friedman Willard Miller, Jr. PREFACE Time Series Analysis is truly an interdisciplinary field because development of its theory and methods requires interaction between the diverse disciplines in which it is applied. To harness its great potential, strong interaction must be encouraged among the diverse community of statisticians and other scientists whose research involves the analysis of time series data. This was the goal of the IMA Workshop on "New Directions in Time Series Analysis. " The workshop was held July 2-July 27, 1990 and was organized by a committee consisting of Emanuel Parzen (chair), David Brillinger, Murray Rosenblatt, Murad S. Taqqu, John Geweke, and Peter Caines. Constant guidance and encouragement was provided by Avner Friedman, Director of the IMA, and his very helpful and efficient staff. The workshops were organized by weeks. It may be of interest to record the themes that were announced in the IMA newsletter describing the workshop: l.
- Table of contents (22 chapters)
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Recent Developments in Location Estimation and Regression for Long-Memory Processes
Pages 1-9
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Phase-Transition in Statistical Physical Models with Discrete and Continuous Symmetries
Pages 11-20
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Identification of Linear Systems from Noisy Data
Pages 21-42
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Unit Roots in U.S. Macroeconomic Time Series: A Survey of Classical and Bayesian Perspectives
Pages 43-69
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A Nonparametric Approach to Nonlinear Time Series Analysis: Estimation and Simulation
Pages 71-92
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Table of contents (22 chapters)
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Bibliographic Information
- Bibliographic Information
-
- Book Title
- New Directions in Time Series Analysis
- Book Subtitle
- Part II
- Editors
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- David Brillinger
- Peter Caines
- John Geweke
- Emanuel Parzen
- Murray Rosenblatt
- Murad Taqqu
- Series Title
- The IMA Volumes in Mathematics and its Applications
- Series Volume
- 46
- Copyright
- 1993
- Publisher
- Springer-Verlag New York
- Copyright Holder
- Springer-Verlag New York, Inc.
- eBook ISBN
- 978-1-4613-9296-5
- DOI
- 10.1007/978-1-4613-9296-5
- Softcover ISBN
- 978-1-4613-9298-9
- Series ISSN
- 0940-6573
- Edition Number
- 1
- Number of Pages
- XVIII, 382
- Topics